"yield" - Selaus asiasanan mukaanArtikkelit

    • Does calendar time portfolio approach really lack power? 

      Dutta, Anupam (Canadian Center of Science and Education (CCSE), 22.08.2014)
      article
      This paper investigates whether the calendar time methodology lacks power in detecting the long-run abnormalperformance of the firms after major corporate events. In addition, the study proposes a variant of calendar ...
    • Have the anomalies following share buybacks disappeared? 

      Dutta, Anupam (Taylor & Francis, 10.12.2015)
      article
      Although several empirical studies report significant positive long-run abnormal stock returns following share buybacks, a recent event study paper claims that such anomalies have disappeared in the most recent decade and ...
    • Investigating long-run stock returns after corporate events : the UK evidence 

      Dutta, Anupam (Virtus Interpress, 2014)
      article
      The objective of this paper is to assess the robustness of the existing long-run event study methodologies in the UK stock market. In doing so, the study employs the buy-and-hold abnormal return approach and the calendar ...
    • Pricing of IPOs : further evidence from South Africa 

      Dutta, Anupam; Dutta, Probal (Virtus Interpress, 2015)
      article
      We examine the long-term performance of 225 IPOs listed on the Johannesburg Securities Index (JSE) during the period from 1996 to 2006. The buy-and-hold abnormal return (BHAR) method and the calendar time portfolio (CTP) ...